+33.6%
QCOM vs ACHR
-42.6%
+76.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.9% |
| 7D | +5.1% | +4.9% | +0.2% | +4.3% |
| 30D | +4.3% | +4.3% | 0.0% | +3.2% |
| 3M | -19.6% | +1.7% | -21.4% | -20.6% |
| 6M | +29.5% | -6.9% | +36.3% | +29.5% |
| YTD | +3.4% | -22.5% | +25.8% | +5.6% |
| 1Y | +10.9% | -31.5% | +42.4% | +14.0% |
| 3Y | +74.8% | -14.4% | +89.2% | +59.9% |
| 5Y | +36.2% | -41.6% | +77.8% | +11.1% |
| All | +33.6% | -42.6% | +76.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling